On Small-Sample Confidence Intervals for Parameters in Discrete Distributions

On small-sample confidence intervals for parameters in discrete distributions.

The traditional definition of a confidence interval requires the coverage probability at any value of the parameter to be at least the nominal confidence level. In constructing such intervals for parameters in discrete distributions, less conservative behavior results from inverting a single two-sided test than inverting two separate one-sided tests of half the nominal level each. We illustrate...

Confidence Intervals for Lower Quantiles Based on Two-Sample Scheme

In this paper, a new two-sampling scheme is proposed to construct appropriate confidence intervals for the lower population quantiles. The confidence intervals are determined in the parametric and nonparametric set up and the optimality problem is discussed in each case. Finally, the proposed procedure is illustrated via a real data set. 

Plugin Confidence Intervals in Discrete Distributions

The standard Wald interval is widely used in applications and textbooks because of its elementary motivation and simplicity of computation. It has been shown in several recent papers that the Wald interval suffers from a serious systematic negative bias in its coverage probability. In this article we propose confidence intervals in Binomial, Negative Binomial and Poisson distributions which hav...

Closed Form Confidence Intervals for Small Sample Matched Proportions

Confidence intervals for reliability-growth models with small sample-sizes

Strathprints is designed to allow users to access the research output of the University of Strathclyde. Unless otherwise explicitly stated on the manuscript, Copyright © and Moral Rights for the papers on this site are retained by the individual authors and/or other copyright owners. Please check the manuscript for details of any other licences that may have been applied. You may not engage in ...